| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 307381.4062 | 64190.2867 | 243191.1196 | -74339.6203 | 35018.9795 | -109358.5999 |
| Total P&L (%) | 307.3814 | 64.1903 | 243.1911 | -74.3396 | 35.019 | -109.3586 |
| Avg Daily Profit (%) | 0.1847 | 0.0386 | 0.1461 | -0.0817 | 0.018 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -117368 | -41422 | -109134 | -332689 | -20737 | -334628 |
| Profit Factor | 1.8357 | 1.5256 | 1.9899 | 0.8189 | 1.7573 | 0.6997 |
| Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
| Winning Trades | 87 | 37 | 50 | 49 | 26 | 23 |
| Losing Trades | 23 | 18 | 5 | 61 | 29 | 32 |
| Profitability (%) | 79.0909 | 67.2727 | 90.9091 | 44.5455 | 47.2727 | 41.8182 |
| Ratio Avg Win / Avg Loss | 0.4853 | 0.7422 | 0.199 | 1.0194 | 1.96 | 0.9735 |
| Largest Winning Trade | 31319 | 29972 | 31319 | 119689 | 16304 | 119689 |
| Largest Losing Trade | -109134 | -34440 | -109134 | -236059 | -6708 | -236059 |
| Avg Bars in Trades | 44 | 10 | 77 | 44 | 10 | 77 |
| Avg Bars in Winners | 28 | 4 | 47 | 44 | 13 | 79 |
| Avg Bars in Losers | 102 | 24 | 379 | 43 | 8 | 75 |
| Bars Traded | 4866 | 603 | 4263 | 4866 | 603 | 4263 |
| Profit Streak | 174.4219 | 174.4219 | 249.7553 | 174.4219 | 174.4219 | 249.7553 |
| Trades During Streak | 8 | 4 | 13 | 8 | 4 | 13 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 505140 | -318118 | -170477 | -579445 | -347534 | -762448 |
{
"trading_pair": "ALICE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4992,
"evaluation_days": 1664,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1619193600000,
"last_datapoint_time": 1759507200000,
"evaluation_time": 1759514855455,
"expiration_time": 1763820288000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 120,
"offset": 0,
"scalar": 4
}
}
} {
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
307381.4062377854,
64190.2866650264,
243191.1195727588,
-74339.6203058259,
35018.9795457892,
-109358.5998516152
],
[
307.381406,
64.190287,
243.19112,
-74.33962,
35.01898,
-109.3586
],
[
0.184724,
0.038576,
0.146149,
-0.081711,
0.018045,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-117368,
-41422,
-109134,
-332689,
-20737,
-334628
],
[
1.835719,
1.525563,
1.989916,
0.818854,
1.757268,
0.69968
],
[
110,
55,
55,
110,
55,
55
],
[
87,
37,
50,
49,
26,
23
],
[
23,
18,
5,
61,
29,
32
],
[
79.090909,
67.272727,
90.909091,
44.545455,
47.272727,
41.818182
],
[
0.485305,
0.742166,
0.198992,
1.019389,
1.96003,
0.973468
],
[
31319,
29972,
31319,
119689,
16304,
119689
],
[
-109134,
-34440,
-109134,
-236059,
-6708,
-236059
],
[
44,
10,
77,
44,
10,
77
],
[
28,
4,
47,
44,
13,
79
],
[
102,
24,
379,
43,
8,
75
],
[
4866,
603,
4263,
4866,
603,
4263
],
[
174.421938,
174.421938,
249.755271,
174.421938,
174.421938,
249.755271
],
[
8,
4,
13,
8,
4,
13
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
505140,
-318118,
-170477,
-579445,
-347534,
-762448
]
]
}
{
"trading_pair": "ALICE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4992,
"evaluation_days": 1664,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1619193600000,
"last_datapoint_time": 1759507200000,
"evaluation_time": 1759514855455,
"expiration_time": 1763820288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 120,
"offset": 0,
"scalar": 4
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|